I have implemented the following code on the problem described in the following link:
http://my.gl.fudan.edu.cn/teacherhome/xlsun/qcqp/set2-30-1.txt
The output is " OUT of MEMORY"
cvx_begin sdp quiet
variable X(n,n) symmetric
variable x(n)
variable z(n,n) symmetric
minimize(trace(Q0*X)+ sum(z(:)))
for i=1:m
trace(Q(:,:,i)*X)+a(:,i)'*x+b(i)<=0;
end
diag(X)==x;
for i=1:n
for j=i:n
if (i<=j)
x(i)+x(j)-X(i,j)<=1;
X(i,j)-x(i)<=0;
X(i,j)-x(j)<=0;
X(i,j)>=0;
end
end
end
for j=1:n
for k=j:n
if(j<=k)
x(j)-x(k)<=z(j,k);
x(k)-x(j)<=z(j,k);
z>=0;
z(j,k)<=1;
end
end
end
if(n>=3)
for i=1:n
for j=i:n
for k=j:n
if(i<=j && j<=k)
X(i,j)-X(i,k)-X(j,k)<=0.5*(x(i)-x(k)-abs(x(i)-x(j))+z(j,k));
end
end
end
end
end
% finally, the constraints
Y=[1, x'; x, X];
Y == semidefinite(n+1);
cvx_end